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A Chinese Slowdown and the US and German Yield Curves

Matjaž Maletič

出版	Banka Slovenije, 2020
ISBN	96169604079789616960403
URL	http://books.google.com.hk/books?id=N9iizQEACAAJ&hl=&source=gbs_api

註釋

To measure the global spillovers of a Chinese slowdown on the 5y nominal interest rates in the US/Germany, I model the US/German yield curves jointly in the post financial crisis sample, including the Chinese leading indicator as a new factor.